+854.8%
FCX vs UL
+1,319.3%
-464.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.5% |
| 7D | -0.8% | -1.7% | +0.9% | 0.0% |
| 30D | -15.1% | +4.5% | -19.6% | -17.3% |
| 3M | -9.6% | +5.5% | -15.1% | -12.5% |
| 6M | -3.1% | +17.0% | -20.1% | -12.1% |
| YTD | +23.4% | +3.2% | +20.3% | +18.7% |
| 1Y | +52.7% | -1.9% | +54.5% | +50.3% |
| 3Y | +91.4% | +33.6% | +57.8% | +57.0% |
| 5Y | +62.7% | +31.5% | +31.2% | +31.6% |
| 10Y | +395.9% | +103.9% | +291.9% | +207.8% |
| All | +854.8% | +1,319.3% | -464.5% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling